This I think is them on the 1861 census. Stephen on the 1871 census definitely gives his place of birth as Sewdley and the family are still in East Dean in 1871.
1861 RG9 1755 folio 131 Sewdley East Dean Gloucestershire
George Holding 57 Worldham, Hampshire, Head Railway labourer
Ellen Holding 44 Bramshaw, Hampshire, Wife
Ellen Holding 23 Heartly, Hampshire, Daughter
William Holding 16 Stroud, Gloucestershire, Son Coal miner
George Holding 14 Theale, Berkshire, Son Engine Cleaner
James Holding 12 Theale, Berkshire, Son Engine Cleaner
Thomas Holding 10 Soulthon, Oxfordshire, Son
Rebecca Holding 8 Theale, Berkshire, Daughter
Henry Holding 12 Theale, Berkshire, Son
Alfred Holding 6 East Dean, Gloucestershire, Son
Stephen Holding 4 East Dean, Gloucestershire, Son
On the 1871 census the family is Alden. The details differ slightly. George is born circa 1808 Alton Hants and 'Ellener' 1818 Hartley Hants. Thomas is born circa 1850 Summertown Oxon and Alfred 1855 Trowbridge given as Gloucestershire but as far as I know the only Trowbridge is in Wilts. There is also a grandson Walter Alden born circa 1869 Sewdley.
Judging by Thomas' place of birth you need to request a look up on the 1851 census in Oxfordshire (or Theale Berkshire - not then a parish in its own right -probably in the parish of Bradfield), not in Gloucestershire to try and find the family in 1851, with the possibility of a variation in their surname.
Regards
Valda